David,
Surprise! It's Aunt Linda. If I knew I would tell you. I know Cosby died between September (?) 1897 when he gave consent for his daughter, Lucy, to marry and the Daviess County 1900 census where his widow, Margaret, is living with her niece. Cosby lived in the Prewitt's Hill area, right off I-65, at the Glasgow exit. Have a couple of cemeteries where he may be buried, but no record of such. I'll be in O'boro Friday if you want to talk. Meeting your mother at the cemetery.